Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems

DOI10.1007/s10559-009-9102-8zbMath1190.93101OpenAlexW1983256827MaRDI QIDQ1040384

I. V. Yurchenko, Taras O. Lukashiv, V. K. Yasinskij

Publication date: 24 November 2009

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-009-9102-8

zbMATH Keywords

Markov switchingautonomous systemstochastic dynamic systemasymptotic stability in probability\(p\)-stability

Mathematics Subject Classification ID

Related Items (4)

Existence and uniqueness of solution of stochastic dynamic systems with Markov switching and concentration points ⋮ Асимптотична стохастична стійкість стохастичних динамічних систем випадкової структури з постійним запізненням ⋮ Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching ⋮ Stability of stochastic systems of random structure with Markov switchings and perturbations

Cites Work

• Analysis of exponential stability of a linear stochastic oscillator under small diffusive disturbances
• Stability of an autonomous dynamic system with fast Markov switching
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